NYMEX Light Sweet Crude Oil Future December 2020


Trading Metrics calculated at close of trading on 29-May-2020
Day Change Summary
Previous Current
28-May-2020 29-May-2020 Change Change % Previous Week
Open 34.25 35.44 1.19 3.5% 35.20
High 35.91 37.13 1.22 3.4% 37.13
Low 33.53 34.45 0.92 2.7% 33.53
Close 35.49 36.92 1.43 4.0% 36.92
Range 2.38 2.68 0.30 12.6% 3.60
ATR 2.13 2.17 0.04 1.8% 0.00
Volume 75,040 83,578 8,538 11.4% 298,236
Daily Pivots for day following 29-May-2020
Classic Woodie Camarilla DeMark
R4 44.21 43.24 38.39
R3 41.53 40.56 37.66
R2 38.85 38.85 37.41
R1 37.88 37.88 37.17 38.37
PP 36.17 36.17 36.17 36.41
S1 35.20 35.20 36.67 35.69
S2 33.49 33.49 36.43
S3 30.81 32.52 36.18
S4 28.13 29.84 35.45
Weekly Pivots for week ending 29-May-2020
Classic Woodie Camarilla DeMark
R4 46.66 45.39 38.90
R3 43.06 41.79 37.91
R2 39.46 39.46 37.58
R1 38.19 38.19 37.25 38.83
PP 35.86 35.86 35.86 36.18
S1 34.59 34.59 36.59 35.23
S2 32.26 32.26 36.26
S3 28.66 30.99 35.93
S4 25.06 27.39 34.94
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 37.13 33.12 4.01 10.9% 2.38 6.5% 95% True False 73,330
10 37.13 30.79 6.34 17.2% 2.00 5.4% 97% True False 76,269
20 37.13 27.57 9.56 25.9% 2.04 5.5% 98% True False 85,851
40 37.27 25.31 11.96 32.4% 2.30 6.2% 97% False False 97,419
60 48.33 25.31 23.02 62.4% 2.51 6.8% 50% False False 103,490
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.38
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 48.52
2.618 44.15
1.618 41.47
1.000 39.81
0.618 38.79
HIGH 37.13
0.618 36.11
0.500 35.79
0.382 35.47
LOW 34.45
0.618 32.79
1.000 31.77
1.618 30.11
2.618 27.43
4.250 23.06
Fisher Pivots for day following 29-May-2020
Pivot 1 day 3 day
R1 36.54 36.39
PP 36.17 35.86
S1 35.79 35.33

These figures are updated between 7pm and 10pm EST after a trading day.

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